Fixed Income Performance Analyst

Overview:

The primary focus of the role is to provide a hands-on approach to Performance and engage with colleagues across the business to provide specialist guidance and support in relation to performance, reporting, analysis and quantification. There is also a strong emphasis on assisting internal and external stakeholders with queries and providing information for RFPs and ad hoc requests.

Core Responsibilities

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• Provide hands-on execution of the performance function to ensure the on-going quality and accuracy of reporting performance measurement to stakeholders.
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• Produce all Fixed Income daily, weekly and monthly BAU deliverables for the portfolio managers and other internal and external stakeholders.
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• Ensure that all reporting is produced within mandated and regulatory time frames.
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• Ensure Fixed Income GIPS composites adhere to standards and are updated in a timely fashion with accurate data.
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• Extensive involvement in the preparation and response to RFPs, all ad hoc and general client queries
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• Work with the data solutions team to ensure the accuracy and integrity of static and time series data across relevant portfolios, benchmarks and other performance data.
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• Assist in the automation of performance and risk information production.
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• Prepare client reports monthly in addition to fund performance, characteristics and risk reports.
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• Introduce other value-adding functions that the performance team can provide for the business.
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Key skills and attributes:

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• Prepare, interpret and investigate anomalies in Fixed Income attribution/contribution reports used in the analysis of performance across all asset classes.
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• Understand multiple Fixed Income attribution models with primary focus on fixed income. Exposure to Brinson and Equity style attribution an advantage
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• Work towards being local GIPS support. Maintain composites and help lead in the day-to-day GIPS efforts.
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• Have strong attention to detail, be numerate and logical in their approach to problem solving
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• Ability to take ownership and responsibility and to be able to multi-task and support the team
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• Ability to build strong relationships at all levels
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• Possess high analytical and mathematical skills which are required for calculating, reviewing, understanding and disseminating data
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• Must show superior customer service by generating and responding to client requests in a timely and accurate manner and have the interpersonal skills to interact with both internal and external clients
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• Able to communicate effectively both written and orally
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• Advanced Microsoft Excel skills are a prerequisite. Adept with writing macros using VBA to manipulate large datasets is desirable and some SQL/Python and/or R coding knowledge will be considered favourable
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• Must show the ability to meet deadlines, establish priorities and concentrate on detailed information sometimes under stressful conditions
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• The ability to cooperate in a team environment is critical even when working remotely
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• Educated to degree level or equivalent preferably in Mathematics, Finance, Accounting or a related field would be an advantage
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• Experience with the use of Factset and/or Bloomberg would be helpful
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• Any understanding of Fixed Income advantageous
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• Any previous exposure to the asset management industry – an advantage
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